def test_simple():
db = init()
futures.download_data(downloader=fake_download_1,
today=fake_today_1,
db=testdb,
years=(1984, 1985),
fin="futures.csv")
res = futures.get(market="CME",
sym="CL",
month="F",
year=1984,
dt=19831205,
db=testdb)
assert (res[0]['oi'] == 5027.0)
res = futures.get(market="CME",
sym="CL",
month="G",
year=1984,
dt=19830624,
db=testdb)
assert (res[0]['oi'] == 5.0)
res = futures.last_contract("CL", "CME", db)
assert (res[0]['_id']['month'] == 'G')
res = futures.existing_nonexpired_contracts("CL", "CME", fake_today_1(),
db)
assert (len(res) == 0)
res = futures.existing_nonexpired_contracts("CL", "CME", fake_today_2(),
db)
assert (len(res) > 0)
res = futures.get_contract(market="CME",
sym="CL",
month="G",
year=1984,
db=testdb)
assert (len(res) == 143)
def test_incremental():
db = init()
futures.download_data(downloader=fake_download_2, today=fake_today_726, db=testdb, years=(1984, 1985))
print futures.last_date_in_contract("CL", "CME", "F", 1984, db)
assert futures.last_date_in_contract("CL", "CME", "F", 1984, db) == 19830726
futures.download_data(downloader=fake_download_3, today=fake_today_727, db=testdb, years=(1984, 1985))
assert futures.last_date_in_contract("CL", "CME", "F", 1984, db) == 19830727
def test_incremental():
db = init()
futures.download_data(downloader=fake_download_2,today=fake_today_726,
db=testdb, years=(1984,1985))
print futures.last_date_in_contract("CL","CME","F", 1984, db)
assert futures.last_date_in_contract("CL","CME","F", 1984, db) == 19830726
futures.download_data(downloader=fake_download_3,today=fake_today_727,
db=testdb, years=(1984,1985))
assert futures.last_date_in_contract("CL","CME","F", 1984, db) == 19830727
def test_missing_contract():
db = init()
futures.download_data(downloader=fake_download_1,
today=fake_today_1,
db=testdb,
years=(1984, 1985))
res = futures.get_contract(market="CME",
sym="CL",
month="Z",
year=1984,
db=testdb)
assert (res == None)
def test_simple():
db = init()
futures.download_data(downloader=fake_download_1,today=fake_today_1,
db=testdb, years=(1984,1985))
res = futures.get(market="CME", sym="CL", month="F", year=1984, dt=19831205, db=testdb)
assert res[0]['oi'] == 5027.0
res = futures.get(market="CME", sym="CL", month="G", year=1984, dt=19830624, db=testdb)
assert res[0]['oi'] == 5.0
res = futures.last_contract("CL","CME", db)
assert res[0]['_id']['month'] == 'G'
res = futures.existing_nonexpired_contracts("CL","CME", fake_today_1(), db)
assert len(res) == 0
res = futures.existing_nonexpired_contracts("CL","CME", fake_today_2(), db)
assert len(res) > 0
def test_missing_contract():
db = init()
futures.download_data(downloader=fake_download_1, today=fake_today_1, db=testdb, years=(1984, 1985))
res = futures.get_contract(market="CME", sym="CL", month="Z", year=1984, db=testdb)
assert res == None